| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 24.13% | 190.14% |
| Max Drawdown | -30.63% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.31 | 0.61 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 33.16 | 3.49 |
| Outlier Loss Ratio | 4.41 | 3.38 |
| Volatility (ann.) | 10.77% | 26.33% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.21 | 0.53 |
| Skew | 1.95 | 0.18 |
| Kurtosis | 53.29 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.51% |
| Expected Yearly % | 5.55% | 30.51% |
| Kelly Criterion | -0.91% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11371038:BTCUSD | 11371038:btcusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 4.36 | -0.07 | + |
| 2023 | 155.54 | 15.89 | 0.10 | - |
| 2024 | 121.00 | 8.45 | 0.07 | - |
| 2025 | 30.14 | -5.36 | -0.18 | - |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| MTD | 5.57% | 13.36% |
| 3M | 10.85% | 45.08% |
| 6M | -5.77% | 28.47% |
| YTD | -5.36% | 30.14% |
| 1Y | -9.73% | 105.13% |
| 3Y (ann.) | -2.09% | 81.7% |
| 5Y (ann.) | 6.39% | 35.72% |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Max Drawdown | -30.63% | -67.18% |
| Longest DD Days | 782.0 | 683.0 |
| Avg. Drawdown | -5.04% | -7.32% |
| Avg. Drawdown Days | 64.0 | 35.0 |
| Recovery Factor | 0.79 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-09-09 | -30.63 | 782 |
| 2024-10-07 | 2025-07-14 | -26.74 | 279 |
| 2022-05-05 | 2022-07-06 | -12.39 | 62 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-07-08 | 2022-07-18 | -3.83 | 9 |
| 2022-01-30 | 2022-02-28 | -3.42 | 29 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-09-10 | 2024-10-07 | -1.19 | 27 |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 14.93% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 15.89% | 155.54% |
| Worst Year | -5.36% | -60.52% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.33% | 7.69% |
| Avg. Down Week | -2.41% | -3.4% |
| Avg. Up Month | 5.8% | 13.99% |
| Avg. Down Month | -5.02% | -8.42% |
| Win Days % | 44.51% | 51.27% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 47.9% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |